Fact sheet: State Street Flex Asset Alloc

Fund information

Fund name
State Street Flexible Asset Allocation P
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund manager
Gregory Taieb
since 30/09/2013
Fund objective
The Sub-fund seeks to provide an investment return in excess of the performance ofthe one month EURIBOR rate by approximately 2% per annum over a five-year investment timeframe
Benchmark
1 MONTH EURIBOR +4.5%
Investment style
Active,Flexible
Investment method
Mixed

Quick stats

1 Year return

1.95 %

1 Year rank in sector

131/157

Sector

FO Mixed Asset - Flexible

Yield
-
Fund size

£ 8.5 m

FE Risk score

74

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    40.4%
  • Not Specified
    36.4%
  • Money Market
    18%
  • Global Emerging Markets
    5.2%
  • Global Developed Equities
    40.4%
  • Money Market
    18%
  • Global Corporate Fixed Interest
    17%
  • European Government Fixed Interest
    8.1%
  • Global Government Fixed Interest
    4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.9 %1.12 %1.95 %2.74 %0 %
Sector-0.04 %3.96 %5.86 %9.82 %25.52 %
Rank within sector127 / 176143 / 169131 / 15781 / 101 /
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Calendar performance

YTD-20172016201520142013
Fund1.63 %0.53 %-0.62 %5.34 %2.57 %
Sector4.98 %3.43 %-0.06 %4.97 %6.79 %
Rank within sector139 / 169108 / 13867 / 11351 / 9465 / 80
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Risk statistics

Alpha-1.16
Beta0.7
Sharpe-0
Volatility3.9
Tracking error2.45
Information ratio-0.84
R-Squared0.74

Price movement

52 week high9.9972
52 week low9.4822
Current bid price0
Current offer price0
Current mid price9.8887

Holdings by region

  • 40.4% International
  • 36.4% Not Specified
  • 18% Money Market
  • 5.2% Global Emerging Markets

Holdings by sector

-

Holdings by asset type

  • 40.4% Global Developed Equities
  • 18% Money Market
  • 17% Global Corporate Fixed Interest
  • 8.1% European Government Fixed Interest
  • 4% Global Government Fixed Interest
  • 3.6% Global High Yield Fixed Interest
  • 3.2% Global Emerging Market Equities
  • 2.1% Property Shares
  • 2% Global Emerging Market Fixed Interest
  • 1.5% Convertibles

Individual holdings

  • 24.15% STATE STREET GLOBAL ADVISORS S OPEN-END FUND EUR
  • 16.51% STATE STREET GLOBAL ADVISORS L OPEN-END FUND EUR
  • 13.33% SPDR MSCI ACWI UCITS ETF ETP EUR
  • 8.09% SPDR BARCLAYS 3-5 YEAR EURO GO ETP EUR
  • 3.81% SPDR EURO STOXX LOW VOLATILITY ETP EUR
  • 3.63% SSGA SPDR BARCLAYS EURO HIGH YIELD BOND UCITS ETF
  • 3.63% SSGA SPDR BARCLAYS EURO HIGH YIELD BOND UCITS ETF
  • 2.96% SPDR S&P 500 LOW VOLATILITY UC ETP EUR
  • 2.07% SPDR DOW JONES GLOBAL REAL EST ETP EUR